SoFi Select 500 ETF (SFY)

110.80 -0.15 (-0.14%) USD  |  NYSEARCA  |  Nov 25, 16:00
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SFY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SFY.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Jul 2024
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Maximum
Sep 2024
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Average
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Median
Oct 2024

Historical Sortino (5Y) Benchmarks

First Trust NASDAQ-100 Equal Wtd ETF Upgrade
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JPMorgan US Momentum Factor ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade